Asymptotic behavior of confidence regions in the change-point problem

Author:

Baron Michael,Rukhin Andrew L.

Publisher

Elsevier BV

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Reference11 articles.

1. Some Limit Theorems in Statistics;Bahadur,1971

2. Fundamentals of Statistical Exponential Families with Applications in Statistical Decision Theory;Brown,1986

3. Estimating the current mean of a normal distribution which is subject to changes in time;Chernoff;Ann. Math. Statist.,1964

4. The problem of the Nile: conditional solution to a change-point problem;Cobb;Biometrika,1978

5. Inference about the change-point in a sequence of random variables;Hinkley;Biometrika,1970

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